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Portfolio diversification and the inter-temporal stability of international stock indices

Ratner, Mitchell - In: Global Finance Journal 3 (1992) 1, pp. 67-77

Persistent link: https://www.econbiz.de/10005235016

A cointegration test of the impact of foreign exchange rates on U.S. stock market prices

Ratner, Mitchell - In: Global Finance Journal 4 (1993) 2, pp. 93-101

Persistent link: https://www.econbiz.de/10005235079

Turn-of-month and pre-holiday effects on stock returns: Some international evidence

Cadsby, Charles Bram; Ratner, Mitchell - In: Journal of Banking & Finance 16 (1992) 3, pp. 497-509

Persistent link: https://www.econbiz.de/10005201156

Investigating the behavior and characteristics of the Madrid Stock Exchange

Ratner, Mitchell - In: Journal of Banking & Finance 20 (1996) 1, pp. 135-149

Persistent link: https://www.econbiz.de/10005201594

Tests of technical trading strategies in the emerging equity markets of Latin America and Asia

Ratner, Mitchell; Leal, Ricardo P. C. - In: Journal of Banking & Finance 23 (1999) 12, pp. 1887-1905

Persistent link: https://www.econbiz.de/10005213159

Co-movements of U.S. and Latin American equity markets before and after the 1987 crash

Meric, Gulser; Leal, Ricardo P. C.; Ratner, Mitchell; … - In: International Review of Financial Analysis 10 (2001) 3, pp. 219-235

Persistent link: https://www.econbiz.de/10005228962

Co-movements of sector index returns in the world's major stock markets in bull and bear markets: Portfolio diversification implications

Meric, Ilhan; Ratner, Mitchell; Meric, Gulser - In: International Review of Financial Analysis 17 (2008) 1, pp. 156-177

Persistent link: https://www.econbiz.de/10005228965

THE CROSS‐AUTOCORRELATION OF SIZE‐BASED PORTFOLIO RETURNS IN EUROPE

RATNER, MITCHELL; MERIC, GULSER; MERIC, ILHAN - In: Studies in Economics and Finance 22 (2004) 1, pp. 42-60

This study examines the cross‐autocorrelation of size‐based portfolio returns in a sample of 15 major European markets using daily data from January 1990 through December 1999. Previous studies have primarily used U.S. data. This study extends previous research by considering results in...

Persistent link: https://www.econbiz.de/10015013872